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Communications in Statistics - Simulation and Computation Volume 50, 2021 - Issue 6

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Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning

Xiaohong Wanga School of Mathematics, Jilin University, Changchun, Jilin, China;b College of Mathematics, Jilin Normal University, Siping, Jilin, ChinaView further author information

Dehui Wanga School of Mathematics, Jilin University, Changchun, Jilin, ChinaView further author information

Kai Yangc School of Mathematics and Statistics, Changchun University of Technology, Changchun, Jilin, ChinaCorrespondence[email protected]
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Da Xua School of Mathematics, Jilin University, Changchun, Jilin, ChinaView further author information

Pages 1622-1644 | Received 30 May 2018, Accepted 14 Feb 2019, Published online: 14 Mar 2019

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https://doi.org/10.1080/03610918.2019.1586929
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